Optimal insurance under rank-dependent expected utility (Q2421395)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal insurance under rank-dependent expected utility
scientific article

    Statements

    Optimal insurance under rank-dependent expected utility (English)
    0 references
    0 references
    17 June 2019
    0 references
    optimal insurance
    0 references
    deductible contract
    0 references
    ambiguity
    0 references
    rank-dependent utility
    0 references
    non-additive probability
    0 references
    probability distortion
    0 references
    Choquet integral
    0 references
    0 references
    0 references

    Identifiers